I do. It seems pretty obvious to me that, if you must accept Jesus as Lord and Saviour in order to get to Heaven, there should be provision made for a period of readjustment for those not in that happy condition. I would include in this category all the good people who are not Christians, also all the Christians who fall short of the standards of perfection required to get into the Divine Presence.
The only alternative is to say that the vast majority of people will go to Hell. That can't be in accordance with the idea of a just and merciful God.
I pray for the souls in Purgatory every day and I hope, when I pass over, that there will be some who will pray for me.